HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Apr 2026 04:10 PM IST
| HDFCBANK 28-Apr-2026 (6d) 800 CE | ||||||||||||||||
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Delta: 0.7
Vega: 0
Theta: -0.6
Gamma: 0.01451
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 811.75 | 16.85 | 5.600000000000001 | 20.71 | 43,652 | -7,365 | 12,958 | |||||||||
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| 20 Apr | 795.45 | 10.65 | -8.249999999999998 | 25.92 | 84,485 | 3,553 | 21,548 | |||||||||
| 17 Apr | 799.90 | 19 | 1.6999999999999993 | 32.59 | 36,124 | 3,311 | 17,995 | |||||||||
| 16 Apr | 795.45 | 17.35 | -7.349999999999998 | 33.44 | 20,147 | 2,002 | 14,803 | |||||||||
| 15 Apr | 809.90 | 24.55 | 6.150000000000002 | 29.62 | 12,798 | -1,560 | 12,801 | |||||||||
| 13 Apr | 794.70 | 18 | -8.399999999999999 | 31.48 | 22,551 | 1,890 | 14,373 | |||||||||
| 10 Apr | 810.30 | 26 | 4.050000000000001 | 26.39 | 14,584 | -1,911 | 12,480 | |||||||||
| 9 Apr | 797.70 | 21.75 | -9.2 | 28.44 | 18,161 | 2,128 | 14,386 | |||||||||
| 8 Apr | 816.10 | 31.8 | 19.2 | 25.38 | 29,253 | -4,068 | 12,258 | |||||||||
| 7 Apr | 772.00 | 12.6 | -1.1 | 29.65 | 10,823 | 71 | 16,333 | |||||||||
| 6 Apr | 771.00 | 13.6 | 4.55 | 31.24 | 18,454 | -680 | 16,258 | |||||||||
| 2 Apr | 750.90 | 9.2 | -0.05 | 30.58 | 17,412 | 251 | 17,004 | |||||||||
| 1 Apr | 742.25 | 9.45 | -1.1 | 33.04 | 19,032 | 2,286 | 16,755 | |||||||||
| 30 Mar | 731.55 | 11.5 | -5.25 | 38.23 | 14,409 | 1,853 | 14,435 | |||||||||
| 27 Mar | 756.20 | 17 | -8 | 34.15 | 9,742 | 707 | 12,487 | |||||||||
| 25 Mar | 782.30 | 24.55 | 3.4 | 31.75 | 10,527 | -948 | 11,682 | |||||||||
| 24 Mar | 764.90 | 21.3 | 3.25 | 33.89 | 7,486 | 1,027 | 12,631 | |||||||||
| 23 Mar | 744.15 | 18 | -10.5 | 39.38 | 7,756 | 1,565 | 11,566 | |||||||||
| 20 Mar | 780.45 | 28.4 | -6.35 | 32.58 | 16,858 | 7,609 | 10,030 | |||||||||
| 19 Mar | 798.20 | 36 | -24.7 | 29.94 | 7,210 | 1,588 | 2,334 | |||||||||
| 18 Mar | 843.05 | 60.25 | -2.85 | 25.32 | 374 | 173 | 746 | |||||||||
| 17 Mar | 845.35 | 62.4 | 0.9 | 26.62 | 100 | -20 | 573 | |||||||||
| 16 Mar | 840.60 | 58.6 | 11.9 | 25.3 | 475 | -67 | 594 | |||||||||
| 13 Mar | 817.00 | 46.65 | -9.2 | 27.7 | 432 | 160 | 648 | |||||||||
| 12 Mar | 832.75 | 56.2 | -2.55 | 25.37 | 139 | 27 | 487 | |||||||||
| 11 Mar | 833.95 | 58.5 | -13.2 | 26.46 | 183 | 110 | 459 | |||||||||
| 10 Mar | 849.45 | 72 | 4.85 | 28.59 | 161 | 94 | 347 | |||||||||
| 9 Mar | 840.70 | 65.8 | -11.7 | 29.41 | 424 | 193 | 245 | |||||||||
| 6 Mar | 857.05 | 77 | -12 | 25.09 | 30 | 23 | 54 | |||||||||
| 5 Mar | 877.75 | 89 | -0.15 | 17.09 | 1 | 0 | 30 | |||||||||
| 4 Mar | 868.65 | 88 | -3 | 25.63 | 16 | 13 | 31 | |||||||||
| 2 Mar | 879.40 | 91 | -11.65 | 12.08 | 9 | 6 | 16 | |||||||||
| 27 Feb | 887.75 | 102 | -38.35 | 18.65 | 10 | 8 | 8 | |||||||||
For Hdfc Bank Ltd - strike price 800 expiring on 28APR2026
Delta for 800 CE is 0.7
Historical price for 800 CE is as follows
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 16.85, which was 5.600000000000001 higher than the previous day. The implied volatity was 20.71, the open interest changed by -7365 which decreased total open position to 12958
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 10.65, which was -8.249999999999998 lower than the previous day. The implied volatity was 25.92, the open interest changed by 3553 which increased total open position to 21548
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 19, which was 1.6999999999999993 higher than the previous day. The implied volatity was 32.59, the open interest changed by 3311 which increased total open position to 17995
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 17.35, which was -7.349999999999998 lower than the previous day. The implied volatity was 33.44, the open interest changed by 2002 which increased total open position to 14803
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 24.55, which was 6.150000000000002 higher than the previous day. The implied volatity was 29.62, the open interest changed by -1560 which decreased total open position to 12801
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 18, which was -8.399999999999999 lower than the previous day. The implied volatity was 31.48, the open interest changed by 1890 which increased total open position to 14373
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 26, which was 4.050000000000001 higher than the previous day. The implied volatity was 26.39, the open interest changed by -1911 which decreased total open position to 12480
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 21.75, which was -9.2 lower than the previous day. The implied volatity was 28.44, the open interest changed by 2128 which increased total open position to 14386
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 31.8, which was 19.2 higher than the previous day. The implied volatity was 25.38, the open interest changed by -4068 which decreased total open position to 12258
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 12.6, which was -1.1 lower than the previous day. The implied volatity was 29.65, the open interest changed by 71 which increased total open position to 16333
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 13.6, which was 4.55 higher than the previous day. The implied volatity was 31.24, the open interest changed by -680 which decreased total open position to 16258
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 9.2, which was -0.05 lower than the previous day. The implied volatity was 30.58, the open interest changed by 251 which increased total open position to 17004
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 9.45, which was -1.1 lower than the previous day. The implied volatity was 33.04, the open interest changed by 2286 which increased total open position to 16755
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 11.5, which was -5.25 lower than the previous day. The implied volatity was 38.23, the open interest changed by 1853 which increased total open position to 14435
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 17, which was -8 lower than the previous day. The implied volatity was 34.15, the open interest changed by 707 which increased total open position to 12487
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 24.55, which was 3.4 higher than the previous day. The implied volatity was 31.75, the open interest changed by -948 which decreased total open position to 11682
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 21.3, which was 3.25 higher than the previous day. The implied volatity was 33.89, the open interest changed by 1027 which increased total open position to 12631
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 18, which was -10.5 lower than the previous day. The implied volatity was 39.38, the open interest changed by 1565 which increased total open position to 11566
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 28.4, which was -6.35 lower than the previous day. The implied volatity was 32.58, the open interest changed by 7609 which increased total open position to 10030
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 36, which was -24.7 lower than the previous day. The implied volatity was 29.94, the open interest changed by 1588 which increased total open position to 2334
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 60.25, which was -2.85 lower than the previous day. The implied volatity was 25.32, the open interest changed by 173 which increased total open position to 746
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 62.4, which was 0.9 higher than the previous day. The implied volatity was 26.62, the open interest changed by -20 which decreased total open position to 573
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 58.6, which was 11.9 higher than the previous day. The implied volatity was 25.3, the open interest changed by -67 which decreased total open position to 594
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 46.65, which was -9.2 lower than the previous day. The implied volatity was 27.7, the open interest changed by 160 which increased total open position to 648
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 56.2, which was -2.55 lower than the previous day. The implied volatity was 25.37, the open interest changed by 27 which increased total open position to 487
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 58.5, which was -13.2 lower than the previous day. The implied volatity was 26.46, the open interest changed by 110 which increased total open position to 459
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 72, which was 4.85 higher than the previous day. The implied volatity was 28.59, the open interest changed by 94 which increased total open position to 347
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 65.8, which was -11.7 lower than the previous day. The implied volatity was 29.41, the open interest changed by 193 which increased total open position to 245
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 77, which was -12 lower than the previous day. The implied volatity was 25.09, the open interest changed by 23 which increased total open position to 54
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 89, which was -0.15 lower than the previous day. The implied volatity was 17.09, the open interest changed by 0 which decreased total open position to 30
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 88, which was -3 lower than the previous day. The implied volatity was 25.63, the open interest changed by 13 which increased total open position to 31
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 91, which was -11.65 lower than the previous day. The implied volatity was 12.08, the open interest changed by 6 which increased total open position to 16
On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 102, which was -38.35 lower than the previous day. The implied volatity was 18.65, the open interest changed by 8 which increased total open position to 8
| HDFCBANK 28-Apr-2026 (6d) 800 PE | |||||||
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Delta: -0.33
Vega: 0
Theta: -0.64
Gamma: 0.01245
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 811.75 | 6.35 | -9.6 | 25.21 | 32,343 | 1,424 | 9,056 |
| 20 Apr | 795.45 | 16.4 | -0.7000000000000028 | 30.02 | 30,700 | 299 | 8,663 |
| 17 Apr | 799.90 | 16.6 | -4.699999999999999 | 30.74 | 17,439 | 2,725 | 8,398 |
| 16 Apr | 795.45 | 22 | 7.4 | 33.67 | 15,761 | 252 | 5,674 |
| 15 Apr | 809.90 | 14.5 | -7 | 32.24 | 11,045 | -70 | 5,417 |
| 13 Apr | 794.70 | 21.9 | 7.399999999999999 | 29.54 | 7,879 | -373 | 5,525 |
| 10 Apr | 810.30 | 14.65 | -6.450000000000001 | 28.12 | 12,255 | 156 | 5,899 |
| 9 Apr | 797.70 | 21.2 | 7.85 | 30.73 | 17,192 | -185 | 5,746 |
| 8 Apr | 816.10 | 13.1 | -25.8 | 29.54 | 22,111 | 1,845 | 5,942 |
| 7 Apr | 772.00 | 38.65 | -1.6 | 33.75 | 987 | -55 | 4,108 |
| 6 Apr | 771.00 | 40.5 | -14.45 | 34.36 | 1,379 | -436 | 4,176 |
| 2 Apr | 750.90 | 54.8 | -6.25 | 34.01 | 947 | 30 | 4,617 |
| 1 Apr | 742.25 | 60.5 | -12.6 | 34.5 | 1,633 | -556 | 4,613 |
| 30 Mar | 731.55 | 70 | 14.7 | 37.98 | 1,222 | 218 | 5,168 |
| 27 Mar | 756.20 | 53.2 | 13.85 | 35.74 | 1,675 | 140 | 4,952 |
| 25 Mar | 782.30 | 39.85 | -10.2 | 34.73 | 3,459 | 487 | 4,820 |
| 24 Mar | 764.90 | 49.05 | -19.1 | 35.94 | 1,419 | -92 | 4,333 |
| 23 Mar | 744.15 | 69.4 | 28.25 | 41.22 | 1,826 | -203 | 4,419 |
| 20 Mar | 780.45 | 40.5 | 10.3 | 34.16 | 8,585 | 1,296 | 4,627 |
| 19 Mar | 798.20 | 28.35 | 17.1 | 30.97 | 8,868 | 2,108 | 3,257 |
| 18 Mar | 843.05 | 11.55 | 0.65 | 27.94 | 797 | 26 | 1,149 |
| 17 Mar | 845.35 | 11.2 | -2.95 | 27.49 | 487 | -47 | 1,121 |
| 16 Mar | 840.60 | 14.8 | -7.05 | 30.07 | 923 | 34 | 1,168 |
| 13 Mar | 817.00 | 22.45 | 7.35 | 30.04 | 1,231 | 127 | 1,126 |
| 12 Mar | 832.75 | 15.25 | -0.3 | 27.98 | 679 | 202 | 999 |
| 11 Mar | 833.95 | 13 | 2.25 | 25.8 | 473 | 126 | 808 |
| 10 Mar | 849.45 | 10.95 | -5.85 | 27.1 | 495 | 238 | 682 |
| 9 Mar | 840.70 | 17 | 7.2 | 30.56 | 759 | 195 | 443 |
| 6 Mar | 857.05 | 9.7 | 3.9 | 26.73 | 315 | 63 | 247 |
| 5 Mar | 877.75 | 5.95 | -3.1 | 25.46 | 98 | 0 | 187 |
| 4 Mar | 868.65 | 9.15 | 4.95 | 28.14 | 238 | 97 | 184 |
| 2 Mar | 879.40 | 4 | 0.9 | 23.24 | 73 | 50 | 85 |
| 27 Feb | 887.75 | 3.2 | 1.5 | 22.25 | 50 | 34 | 34 |
For Hdfc Bank Ltd - strike price 800 expiring on 28APR2026
Delta for 800 PE is -0.33
Historical price for 800 PE is as follows
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 6.35, which was -9.6 lower than the previous day. The implied volatity was 25.21, the open interest changed by 1424 which increased total open position to 9056
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 16.4, which was -0.7000000000000028 lower than the previous day. The implied volatity was 30.02, the open interest changed by 299 which increased total open position to 8663
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 16.6, which was -4.699999999999999 lower than the previous day. The implied volatity was 30.74, the open interest changed by 2725 which increased total open position to 8398
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 22, which was 7.4 higher than the previous day. The implied volatity was 33.67, the open interest changed by 252 which increased total open position to 5674
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 14.5, which was -7 lower than the previous day. The implied volatity was 32.24, the open interest changed by -70 which decreased total open position to 5417
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 21.9, which was 7.399999999999999 higher than the previous day. The implied volatity was 29.54, the open interest changed by -373 which decreased total open position to 5525
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 14.65, which was -6.450000000000001 lower than the previous day. The implied volatity was 28.12, the open interest changed by 156 which increased total open position to 5899
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 21.2, which was 7.85 higher than the previous day. The implied volatity was 30.73, the open interest changed by -185 which decreased total open position to 5746
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 13.1, which was -25.8 lower than the previous day. The implied volatity was 29.54, the open interest changed by 1845 which increased total open position to 5942
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 38.65, which was -1.6 lower than the previous day. The implied volatity was 33.75, the open interest changed by -55 which decreased total open position to 4108
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 40.5, which was -14.45 lower than the previous day. The implied volatity was 34.36, the open interest changed by -436 which decreased total open position to 4176
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 54.8, which was -6.25 lower than the previous day. The implied volatity was 34.01, the open interest changed by 30 which increased total open position to 4617
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 60.5, which was -12.6 lower than the previous day. The implied volatity was 34.5, the open interest changed by -556 which decreased total open position to 4613
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 70, which was 14.7 higher than the previous day. The implied volatity was 37.98, the open interest changed by 218 which increased total open position to 5168
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 53.2, which was 13.85 higher than the previous day. The implied volatity was 35.74, the open interest changed by 140 which increased total open position to 4952
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 39.85, which was -10.2 lower than the previous day. The implied volatity was 34.73, the open interest changed by 487 which increased total open position to 4820
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 49.05, which was -19.1 lower than the previous day. The implied volatity was 35.94, the open interest changed by -92 which decreased total open position to 4333
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 69.4, which was 28.25 higher than the previous day. The implied volatity was 41.22, the open interest changed by -203 which decreased total open position to 4419
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 40.5, which was 10.3 higher than the previous day. The implied volatity was 34.16, the open interest changed by 1296 which increased total open position to 4627
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 28.35, which was 17.1 higher than the previous day. The implied volatity was 30.97, the open interest changed by 2108 which increased total open position to 3257
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 11.55, which was 0.65 higher than the previous day. The implied volatity was 27.94, the open interest changed by 26 which increased total open position to 1149
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 11.2, which was -2.95 lower than the previous day. The implied volatity was 27.49, the open interest changed by -47 which decreased total open position to 1121
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 14.8, which was -7.05 lower than the previous day. The implied volatity was 30.07, the open interest changed by 34 which increased total open position to 1168
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 22.45, which was 7.35 higher than the previous day. The implied volatity was 30.04, the open interest changed by 127 which increased total open position to 1126
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 15.25, which was -0.3 lower than the previous day. The implied volatity was 27.98, the open interest changed by 202 which increased total open position to 999
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 13, which was 2.25 higher than the previous day. The implied volatity was 25.8, the open interest changed by 126 which increased total open position to 808
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 10.95, which was -5.85 lower than the previous day. The implied volatity was 27.1, the open interest changed by 238 which increased total open position to 682
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 17, which was 7.2 higher than the previous day. The implied volatity was 30.56, the open interest changed by 195 which increased total open position to 443
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 9.7, which was 3.9 higher than the previous day. The implied volatity was 26.73, the open interest changed by 63 which increased total open position to 247
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 5.95, which was -3.1 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 187
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 9.15, which was 4.95 higher than the previous day. The implied volatity was 28.14, the open interest changed by 97 which increased total open position to 184
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 4, which was 0.9 higher than the previous day. The implied volatity was 23.24, the open interest changed by 50 which increased total open position to 85
On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 3.2, which was 1.5 higher than the previous day. The implied volatity was 22.25, the open interest changed by 34 which increased total open position to 34
